-33.9%
BAX vs PEGA
+99.2%
-133.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.1% |
| 7D | +9.0% | -10.0% | +19.0% | +11.1% |
| 30D | +8.5% | -12.7% | +21.1% | +11.1% |
| 3M | -4.1% | -4.6% | +0.5% | -3.5% |
| 6M | +46.9% | -13.1% | +60.0% | +49.4% |
| YTD | +38.4% | -47.6% | +86.0% | +52.1% |
| 1Y | +47.0% | -47.0% | +94.0% | +61.0% |
| 3Y | -14.9% | +42.0% | -56.9% | -27.7% |
| 5Y | -62.5% | -47.8% | -14.7% | -61.6% |
| 10Y | -33.9% | +92.0% | -125.9% | -48.6% |
| All | -33.9% | +99.2% | -133.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling